+64.1%
SEA vs VT
+69.6%
-5.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +1.3% | +0.4% | +0.9% | +0.9% |
| 30D | +10.9% | +1.0% | +9.9% | +10.0% |
| 3M | +15.9% | +2.4% | +13.5% | +13.3% |
| 6M | +17.0% | +12.0% | +5.0% | +5.4% |
| YTD | +40.7% | +15.3% | +25.4% | +23.4% |
| 1Y | +47.2% | +22.6% | +24.7% | +22.2% |
| 3Y | +83.9% | +74.7% | +9.2% | +9.0% |
| All | +64.1% | +69.6% | -5.5% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling